Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Modelling Nonlinear Economic Time Series (Advanced Texts In Econometrics)

Nonlinear Time Series Analysis in Finance: Fractals, Chaos, Regime Shifts, and Market Complexity

Nonlinear Time Series Analysis of Economic and Financial Data: 1 (Dynamic Modeling and Econometrics in Economics and Finance, 1)

ADVANCED ECONOMETRICS: Simultaneous Equation Models, Multivariate Time Series Models and Nonlinear Models. Exercises with EVIEWS, SAS and STATA